The prediction of fluctuation in the order-driven financial market

Risk prediction is one of the important issues that draws much attention from academia and industry. And the fluctuation—absolute value of the change of price, is one of the indexes of risk. In this paper, we focus on the relationship between fluctuation and order volume. Based on the observation th...

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Autores principales: Fabin Shi, Xiao-Qian Sun, Jinhua Gao, Zidong Wang, Hua-Wei Shen, Xue-Qi Cheng
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2021
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Acceso en línea:https://doaj.org/article/acc6d8c520534916b66e7ee23cec20e1
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